Of course the chances of getting shot are about as slim as getting struck by lightning while riding a bus driven by a shark. I imagine the request to remain indoors is likely more of a “the fewer people about the fewer people the police have to cordon/search/direct away” situations. The police were likely not worried about more victims but more chaos. And let’s be frank, if they’d reported a 3 mile grid where it was at that exact moment, there’s a fair few people who WOULD go directly there, either out of a desire to be in the action, or more likely, simply out of a morbid curiosity.